In a medium bowl, whisk together paprika, coffee. salt, guajillo, ancho, pasilla, and chipotle chiles, and sugar. Put steaks on a parchment-lined baking sheet; rub with the chile mixture. Refrigerate steaks overnight.
Place the beans in a saucepan with the broth or water. Bring to a boil, reduce the heat to a simmer, and cook for 45 minutes to 1 hour, until tender, checking every 20 minutes or so; add more broth or water as needed to keep the beans covered. When the beans are tender, season with salt and pepper, and reserve.
Heat the clarified butter or oil in a large skillet or pan over medium heat until lightly smoking. Add the shallots and garlic, and cook for 20 seconds. Add the mushrooms and corn, and cook for 1 minute longer. Deglaze the pan with the red wine and reduce the liquid by three quarters over high heat. Add the demiglace, chipotle purée, sage, reserved beans and tomato. Reduce the liquid by one third add the basil, whisk in the butter, and season with salt. Keep the sauce warm.
Make onion rings: Pour oil into a 4-qt. saucepan to a depth of 2"; heat over medium-high heat until a deep-fry thermometer reads 350°. Meanwhile, put onions and milk into a bowl; let soak for 20 minutes. In a large bowl, whisk together remaining paprika and salt, flour, chili powder, cayenne, cumin, salt and pepper. Working in batches, remove onions from the milk, shake off excess, and toss in seasoned flour. Fry onions until crisp, about 3 minutes. Drain on paper towels; season with salt. Set aside.
Cooking Steaks & Plating
Build a medium-hot fire with mesquite charcoal or heat a gas grill to medium-high. (Alternatively, heat a medium grill pan over medium-high heat.) Grill steaks, turning once, until medium rare, about 12 minutes. To serve, put generous ladle of sauce onto plate, add steak and top with onion rings and pico de gallo.